I think a lot of that is age related. I think most puppies go through a stage where they are scared of other dogs/loud noises/a scary leaf
I know that my lab went through that stage where everything caused her to run with her tail tucked between her legs back to me. Now at about 9 months she is coming out of that stage and actually starting to go investigate first. Also some breeds I think are a little more prone to do that- not sure if yours is one